Related papers: Positivity-Preserving Adaptive Runge-Kutta Methods
Differential equations arise in mathematics, physics,medicine, pharmacology, communications, image processing and animation, etc. An Ordinary Differential Equation (ODE) is a differential equation if it involves derivatives with respect to…
In \cite{BDM2003} the modified Patankar-Euler and modified Patankar-Runge-Kutta schemes were introduced to solve positive and conservative systems of ordinary differential equations. These modifications of the forward Euler scheme and…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…
This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…
This paper continues to study the explicit two-stage fourth-order accurate time discretiza- tions [5, 7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are…
We show how the error term for the Trapezium Rule can be estimated, by solving an initial value problem using a Runge-Kutta method. The error term can then be added to the Trapezium approximation, yielding a much more accurate result. We…
In this paper, we develop parametrized positivity satisfying flux limiters for the high order finite difference Runge-Kutta weighted essentially non-oscillatory (WENO) scheme solving compressible Euler equations to maintain positive density…
Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…
We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…
In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…
In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the…
Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for…
This work presents a new evolutionary optimization algorithm in theoretical mathematics with important applications in scientific computing. The use of the evolutionary algorithm is justified by the difficulty of the study of the…
Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…
We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…
We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…
Runge-Kutta time-stepping methods in general suffer from order reduction: the observed order of convergence may be less than the formal order when applied to certain stiff problems. Order reduction can be avoided by using methods with high…
We present an adaptive-order positivity-preserving conservative finite-difference scheme that allows a high-order solution away from shocks and discontinuities while guaranteeing positivity and robustness at discontinuities. This is…
Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…